+481.5%
TXN vs CSGP
+65.4%
+416.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -0.5% | -7.1% | +6.6% | +1.7% |
| 30D | +10.5% | +3.6% | +6.9% | +7.9% |
| 3M | +10.7% | -2.7% | +13.4% | +9.3% |
| 6M | +5.1% | -8.0% | +13.1% | +3.7% |
| YTD | +82.5% | -55.0% | +137.4% | +133.6% |
| 1Y | +98.2% | -55.8% | +153.9% | +155.2% |
| 3Y | +128.4% | -62.0% | +190.4% | +204.7% |
| 5Y | +89.0% | -62.9% | +152.0% | +147.2% |
| 10Y | +481.5% | +62.6% | +418.9% | +307.6% |
| All | +481.5% | +65.4% | +416.1% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling